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2009-05-01
The evaluation of american option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, C
;
Kang, B
;
Meyer, GH
;
Ziogas, A
2014-04-01
A comparative study on time-efficient methods to price compound options in the Heston model
Chiarella, C
;
Griebsch, S
;
Kang, B
2003-01
Optimal Models with Maximizing the Probability of First Achieving Target Value in the Preceding Stages
Lin, Y
;
Wu, C
;
Kang, B
2013-09-01
The evaluation of American compound option prices under stochastic volatility and stochastic interest rates
Chiarella, C
;
Kang, B
2006-01-01
Two types of risk
Filar, JA
;
Kang, B
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2010 - 2020
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